V-Lab: Constellation Brands Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Constellation Brands Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:18.55% (+0.04%)

Analysis last updated: Friday, May 3, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.3554	4.08
$α$	0.0481	53.47
$β$	0.9943	741.44
$ν$	4	17.37

Estimation Period:
Sep 30, 1996 to May 3, 2024